Gresham Long/Short Commodity Index
Gresham Long/Short Commodity Index (GSLCI) is a fully collateralized commodity futures index that uses the persistence of trends in commodities prices, often referred to as "momentum", to determine if each commodity is held long, short, or flat. The central principle of momentum is that if the price of an asset is rising (or falling), it will continue to do so. The GSLCI target weights are set annually based on individual commodities' Global Production, Global Trade, and Futures Liquidity. The GLSCI is rebalanced monthly to target weights. The index inception date is January 1987.
|Total Index Return Value†||May-27-2016 ROR†||QTD†||YTD†|
Past performance is not necessarily indicative of future trading results. The funds represent speculative investments and involve a high degree of risk. An investor could lose all or a substantial portion of his or her investment.
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